Sardar M. N. Islam
Empirical Finance
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock market as an example, this book provides an econometric study of a typical Asian financial system. Many contemporary techniques and models are used in this study, including simple multivariate regression, multi-factor model, exponential smoothing, Holt Winter's models, and GARCH type models. The findings of the existence of rational bubbles, anomalies, vola…
Mehr
Beschreibung
The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock market as an example, this book provides an econometric study of a typical Asian financial system. Many contemporary techniques and models are used in this study, including simple multivariate regression, multi-factor model, exponential smoothing, Holt Winter's models, and GARCH type models. The findings of the existence of rational bubbles, anomalies, volatility and other characteristics reveal evidence of inefficiency in the Thai stock market. Based on these results, the book includes justifications for public policies in such economies and makes suggestions for further research areas.
CHF 141.50
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
Produktdetails
Weitere Autoren: Watanapalachaikul, Sethapong
- ISBN: 978-3-7908-2666-1
- EAN: 9783790826661
- Produktnummer: 18252831
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 201 S.
- Plattform: PDF
- Masse: 16'202 KB
- Auflage: 2004
- Abbildungen: 56 schwarz-weiße Tabellen, Bibliographie
41 weitere Werke von Sardar M. N. Islam:
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 177.00
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 177.00
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (EPUB Format)
CHF 46.45
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 141.50
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 130.00
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 165.50
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 200.50
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 177.00
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 46.45
Modelling and Analysis of Emerging Financial and Stock Markets
Ebook (PDF Format)
CHF 100.50
Bewertungen
0 von 0 Bewertungen
Anmelden
Keine Bewertungen gefunden. Seien Sie der Erste und teilen Sie Ihre Erkenntnisse mit anderen.